+12,781.7%
ECL vs EVRG
+2,068.9%
+10,712.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -2.6% | +1.1% | -3.7% | -3.0% |
| 30D | -2.2% | -1.0% | -1.2% | -1.8% |
| 3M | +10.1% | +0.4% | +9.7% | +9.9% |
| 6M | -5.7% | -0.8% | -4.9% | -5.6% |
| YTD | +7.0% | +15.3% | -8.4% | +1.2% |
| 1Y | +2.7% | +17.9% | -15.2% | -3.7% |
| 3Y | +57.7% | +71.9% | -14.2% | +27.5% |
| 5Y | +31.1% | +45.3% | -14.1% | +12.4% |
| 10Y | +150.9% | +113.1% | +37.8% | +85.1% |
| All | +12,781.7% | +2,068.9% | +10,712.8% | +4,590.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EVRG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling